-24.1%
NU vs INCY
+20.6%
-44.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.5% | -1.2% | +2.5% |
| 7D | +0.2% | +5.1% | -4.9% | -0.7% |
| 30D | -21.0% | +7.6% | -28.7% | -21.9% |
| 3M | -16.3% | +1.9% | -18.2% | -16.5% |
| 6M | -15.3% | +26.5% | -41.8% | -19.4% |
| YTD | -28.4% | +24.4% | -52.8% | -32.2% |
| 1Y | -24.1% | +19.4% | -43.5% | -27.7% |
| All | -24.1% | +20.6% | -44.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling